CME Canadian Dollar Future March 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 0.9610 0.9623 0.0013 0.1% 0.9657
High 0.9637 0.9641 0.0004 0.0% 0.9662
Low 0.9607 0.9619 0.0012 0.1% 0.9605
Close 0.9637 0.9619 -0.0018 -0.2% 0.9637
Range 0.0030 0.0022 -0.0008 -26.7% 0.0057
ATR 0.0048 0.0046 -0.0002 -3.9% 0.0000
Volume 3 16 13 433.3% 280
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9692 0.9678 0.9631
R3 0.9670 0.9656 0.9625
R2 0.9648 0.9648 0.9623
R1 0.9634 0.9634 0.9621 0.9630
PP 0.9626 0.9626 0.9626 0.9625
S1 0.9612 0.9612 0.9617 0.9608
S2 0.9604 0.9604 0.9615
S3 0.9582 0.9590 0.9613
S4 0.9560 0.9568 0.9607
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 0.9806 0.9778 0.9668
R3 0.9749 0.9721 0.9653
R2 0.9692 0.9692 0.9647
R1 0.9664 0.9664 0.9642 0.9650
PP 0.9635 0.9635 0.9635 0.9627
S1 0.9607 0.9607 0.9632 0.9593
S2 0.9578 0.9578 0.9627
S3 0.9521 0.9550 0.9621
S4 0.9464 0.9493 0.9606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9658 0.9605 0.0053 0.6% 0.0034 0.4% 26% False False 12
10 0.9680 0.9524 0.0156 1.6% 0.0033 0.3% 61% False False 98
20 0.9700 0.9524 0.0176 1.8% 0.0030 0.3% 54% False False 60
40 0.9700 0.9360 0.0340 3.5% 0.0031 0.3% 76% False False 63
60 0.9777 0.9360 0.0417 4.3% 0.0032 0.3% 62% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9735
2.618 0.9699
1.618 0.9677
1.000 0.9663
0.618 0.9655
HIGH 0.9641
0.618 0.9633
0.500 0.9630
0.382 0.9627
LOW 0.9619
0.618 0.9605
1.000 0.9597
1.618 0.9583
2.618 0.9561
4.250 0.9526
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 0.9630 0.9632
PP 0.9626 0.9627
S1 0.9623 0.9623

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These figures are updated between 7pm and 10pm EST after a trading day.

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